ROIC RP + Tech (Concentrated)
Consider: HSY, UNH, KLAC, YUM, FLBR, TSM
original:
Alphabet Inc. (GOOGL) Microsoft Corporation (MSFT) Apple Inc. (AAPL) Visa Inc. (V) Mastercard Incorporated (MA) Johnson & Johnson (JNJ) Procter & Gamble Company (PG) Coca-Cola Company (KO) PepsiCo, Inc. (PEP) McDonald's Corporation (MCD)
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in ROIC RP + Tech (Concentrated), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
As of May 27, 2023, the ROIC RP + Tech (Concentrated) returned 13.28% Year-To-Date and 19.75% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.86% | 9.53% | 6.09% | 1.14% | 9.32% | 9.32% |
| ROIC RP + Tech (Concentrated) | -0.46% | 13.28% | 9.49% | 15.82% | 19.75% | 19.75% |
| Portfolio components: | ||||||
AAPL Apple Inc. | 3.53% | 35.41% | 21.99% | 17.93% | 32.38% | 32.38% |
GOOGL Alphabet Inc. | 16.09% | 41.23% | 29.73% | 10.95% | 17.57% | 17.57% |
V Visa Inc. | -3.13% | 8.73% | 6.93% | 6.54% | 12.12% | 12.12% |
MA Mastercard Inc | -1.49% | 8.01% | 8.99% | 5.30% | 14.61% | 14.61% |
PG The Procter & Gamble Company | -7.02% | -2.86% | 0.43% | 0.35% | 16.62% | 16.62% |
MCD McDonald's Corporation | -3.28% | 9.17% | 6.02% | 16.13% | 15.71% | 15.71% |
HCA HCA Healthcare, Inc. | -7.98% | 10.46% | 13.36% | 23.97% | 22.27% | 22.27% |
VGT Vanguard Information Technology ETF | 8.89% | 31.30% | 25.58% | 15.98% | 19.76% | 19.76% |
COST Costco Wholesale Corporation | 1.01% | 11.54% | -4.09% | 8.55% | 21.50% | 21.50% |
BJ BJ's Wholesale Club Holdings, Inc. | -19.54% | -7.12% | -17.58% | 4.81% | 23.30% | 23.30% |
SGOL Aberdeen Standard Physical Gold Shares ETF | -2.10% | 6.75% | 11.81% | 4.95% | 9.28% | 9.28% |
JBSS John B. Sanfilippo & Son, Inc. | 12.27% | 43.51% | 39.82% | 59.53% | 12.66% | 12.66% |
DG Dollar General Corporation | -7.39% | -16.48% | -18.56% | -9.34% | 17.04% | 17.04% |
SFM Sprouts Farmers Market, Inc. | 3.69% | 11.03% | 6.24% | 34.51% | 10.14% | 10.14% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SGOL | SFM | JBSS | BJ | DG | HCA | PG | MCD | GOOGL | AAPL | COST | MA | V | VGT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SGOL | 1.00 | -0.00 | 0.06 | -0.02 | 0.00 | 0.01 | 0.10 | 0.01 | 0.05 | 0.02 | 0.06 | 0.03 | 0.03 | 0.03 |
| SFM | -0.00 | 1.00 | 0.26 | 0.28 | 0.29 | 0.23 | 0.23 | 0.20 | 0.14 | 0.16 | 0.31 | 0.10 | 0.12 | 0.17 |
| JBSS | 0.06 | 0.26 | 1.00 | 0.19 | 0.26 | 0.25 | 0.34 | 0.30 | 0.16 | 0.18 | 0.29 | 0.22 | 0.24 | 0.21 |
| BJ | -0.02 | 0.28 | 0.19 | 1.00 | 0.37 | 0.22 | 0.22 | 0.22 | 0.22 | 0.27 | 0.40 | 0.22 | 0.24 | 0.30 |
| DG | 0.00 | 0.29 | 0.26 | 0.37 | 1.00 | 0.28 | 0.40 | 0.32 | 0.26 | 0.30 | 0.50 | 0.28 | 0.28 | 0.35 |
| HCA | 0.01 | 0.23 | 0.25 | 0.22 | 0.28 | 1.00 | 0.31 | 0.41 | 0.36 | 0.36 | 0.35 | 0.42 | 0.40 | 0.43 |
| PG | 0.10 | 0.23 | 0.34 | 0.22 | 0.40 | 0.31 | 1.00 | 0.43 | 0.29 | 0.30 | 0.43 | 0.36 | 0.37 | 0.33 |
| MCD | 0.01 | 0.20 | 0.30 | 0.22 | 0.32 | 0.41 | 0.43 | 1.00 | 0.34 | 0.36 | 0.40 | 0.44 | 0.44 | 0.41 |
| GOOGL | 0.05 | 0.14 | 0.16 | 0.22 | 0.26 | 0.36 | 0.29 | 0.34 | 1.00 | 0.68 | 0.48 | 0.60 | 0.61 | 0.77 |
| AAPL | 0.02 | 0.16 | 0.18 | 0.27 | 0.30 | 0.36 | 0.30 | 0.36 | 0.68 | 1.00 | 0.51 | 0.56 | 0.56 | 0.85 |
| COST | 0.06 | 0.31 | 0.29 | 0.40 | 0.50 | 0.35 | 0.43 | 0.40 | 0.48 | 0.51 | 1.00 | 0.43 | 0.45 | 0.57 |
| MA | 0.03 | 0.10 | 0.22 | 0.22 | 0.28 | 0.42 | 0.36 | 0.44 | 0.60 | 0.56 | 0.43 | 1.00 | 0.89 | 0.74 |
| V | 0.03 | 0.12 | 0.24 | 0.24 | 0.28 | 0.40 | 0.37 | 0.44 | 0.61 | 0.56 | 0.45 | 0.89 | 1.00 | 0.72 |
| VGT | 0.03 | 0.17 | 0.21 | 0.30 | 0.35 | 0.43 | 0.33 | 0.41 | 0.77 | 0.85 | 0.57 | 0.74 | 0.72 | 1.00 |
Dividend yield
ROIC RP + Tech (Concentrated) granted a 1.12% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ROIC RP + Tech (Concentrated) | 1.12% | 0.95% | 0.99% | 1.13% | 1.03% | 1.08% | 1.46% | 1.68% | 1.67% | 1.28% | 1.59% | 3.79% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.79% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.53% | 2.06% | 2.11% | 1.86% | 2.39% | 1.16% |
GOOGL Alphabet Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
V Visa Inc. | 1.10% | 0.76% | 0.62% | 0.57% | 0.57% | 0.69% | 0.63% | 0.78% | 0.68% | 0.68% | 0.67% | 0.70% |
MA Mastercard Inc | 0.83% | 0.57% | 0.49% | 0.45% | 0.45% | 0.54% | 0.60% | 0.76% | 0.69% | 0.54% | 0.27% | 0.23% |
PG The Procter & Gamble Company | 3.76% | 2.41% | 2.16% | 2.38% | 2.58% | 3.46% | 3.46% | 3.80% | 4.10% | 3.55% | 3.83% | 4.42% |
MCD McDonald's Corporation | 2.51% | 2.16% | 2.01% | 2.47% | 2.58% | 2.61% | 2.52% | 3.44% | 3.49% | 4.33% | 4.12% | 4.30% |
HCA HCA Healthcare, Inc. | 1.07% | 0.94% | 0.76% | 0.48% | 1.11% | 1.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 22.67% |
VGT Vanguard Information Technology ETF | 0.88% | 0.91% | 0.64% | 0.84% | 1.14% | 1.35% | 1.04% | 1.40% | 1.39% | 1.23% | 1.17% | 1.35% |
COST Costco Wholesale Corporation | 1.07% | 0.77% | 0.55% | 3.45% | 0.90% | 1.15% | 5.17% | 1.24% | 4.65% | 1.16% | 1.22% | 9.98% |
BJ BJ's Wholesale Club Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGOL Aberdeen Standard Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JBSS John B. Sanfilippo & Son, Inc. | 2.14% | 3.07% | 5.50% | 3.93% | 3.20% | 1.14% | 4.60% | 8.58% | 4.90% | 4.51% | 8.63% | 8.30% |
DG Dollar General Corporation | 1.57% | 1.07% | 0.70% | 0.68% | 0.83% | 1.09% | 0.88% | 1.43% | 1.32% | 0.00% | 0.00% | 0.00% |
SFM Sprouts Farmers Market, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The ROIC RP + Tech (Concentrated) has an expense ratio of 0.02% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
AAPL Apple Inc. | 0.81 | ||||
GOOGL Alphabet Inc. | 0.47 | ||||
V Visa Inc. | 0.48 | ||||
MA Mastercard Inc | 0.37 | ||||
PG The Procter & Gamble Company | 0.15 | ||||
MCD McDonald's Corporation | 1.18 | ||||
HCA HCA Healthcare, Inc. | 0.91 | ||||
VGT Vanguard Information Technology ETF | 0.80 | ||||
COST Costco Wholesale Corporation | 0.60 | ||||
BJ BJ's Wholesale Club Holdings, Inc. | 0.41 | ||||
SGOL Aberdeen Standard Physical Gold Shares ETF | 0.31 | ||||
JBSS John B. Sanfilippo & Son, Inc. | 2.22 | ||||
DG Dollar General Corporation | 0.23 | ||||
SFM Sprouts Farmers Market, Inc. | 1.11 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the ROIC RP + Tech (Concentrated). A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the ROIC RP + Tech (Concentrated) is 22.31%, recorded on Mar 23, 2020. It took 41 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.31% | Feb 20, 2020 | 23 | Mar 23, 2020 | 41 | May 20, 2020 | 64 |
| -17.95% | Apr 21, 2022 | 41 | Jun 17, 2022 | 197 | Mar 31, 2023 | 238 |
| -15.47% | Sep 11, 2018 | 73 | Dec 24, 2018 | 53 | Mar 13, 2019 | 126 |
| -9.35% | Sep 3, 2020 | 41 | Oct 30, 2020 | 39 | Dec 28, 2020 | 80 |
| -9.01% | Jan 5, 2022 | 16 | Jan 27, 2022 | 57 | Apr 20, 2022 | 73 |
Volatility Chart
The current ROIC RP + Tech (Concentrated) volatility is 2.93%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.